+220,352.3%
CSCO vs COST
+14,297.5%
+206,054.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.0% |
| 7D | -0.7% | -3.1% | +2.5% | +0.7% |
| 30D | -10.1% | -2.8% | -7.3% | -9.2% |
| 3M | -15.7% | -5.7% | -10.0% | -14.0% |
| 6M | +36.3% | -8.8% | +45.0% | +40.6% |
| YTD | +43.8% | +6.7% | +37.2% | +38.5% |
| 1Y | +63.9% | -3.6% | +67.6% | +64.3% |
| 3Y | +104.4% | +75.1% | +29.3% | +56.6% |
| 5Y | +111.4% | +108.9% | +2.4% | +48.0% |
| 10Y | +361.7% | +586.2% | -224.5% | +95.4% |
| All | +220,352.3% | +14,297.5% | +206,054.8% | +24,872.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling